+1,770.4%
CLS vs RBA
+210.9%
+1,559.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -13.9% | +3.2% | -17.1% | -14.8% |
| 30D | -38.2% | +12.0% | -50.2% | -41.0% |
| 3M | -28.8% | +2.9% | -31.7% | -30.2% |
| 6M | -40.4% | -6.3% | -34.1% | -40.1% |
| YTD | -24.3% | -5.9% | -18.4% | -24.1% |
| 1Y | -35.0% | -3.9% | -31.1% | -35.3% |
| 3Y | +778.7% | +64.9% | +713.8% | +605.7% |
| 5Y | +1,884.8% | +48.5% | +1,836.4% | +1,508.5% |
| All | +1,770.4% | +210.9% | +1,559.5% | +947.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling